Selecting the Forgetting Factor in Subset Autoregressive Modelling.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 629, doi. 10.1111/1467-9892.00283
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2002 AND VI 23 AND IP 6
Results: 7
1
2
Temporal Aggregation and Spurious Instantaneous Causality in Multiple Time Series Models.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 651, doi. 10.1111/1467-9892.00284
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- Publication type:
- Article
3
Comparison of Unit Root Tests for Time Series with Level Shifts.
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- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 667, doi. 10.1111/1467-9892.00285
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- Publication type:
- Article
4
Bayesian Methods for Change-Point Detection in Long-Range Dependent Processes.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 687, doi. 10.1111/1467-9892.00286
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- Publication type:
- Article
5
Asymptotic Laws of Successive Least Squares Estimates for Seasonal Arima Models and Application.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 707, doi. 10.1111/1467-9892.00287
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- Publication type:
- Article
6
A State Space Approach to Bootstrapping Conditional Forecasts in ARMA Models.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 733, doi. 10.1111/1467-9892.00288
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- Publication type:
- Article
7
Index to Volume 23 2002.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 6, p. 753, doi. 10.1111/1467-9892.00289
- Publication type:
- Article